
 PcReg December/28/2011 **************************************

  This program is currently dimensioned to process up to 
   1321 predictors of length 2500 and  3301 predictands
  of length  200. Each number of variables includes the
  original input plus any lags or leads generated from them
  Thus, if no lags or leads are used, this represents the
  maximum number of predictors and predictands that can be
  read in. If the maximum number of lags (5) and leads (5)
  per variable is used, the number of input predictors is 
    120 and input predictands is   300. Keep this in mind.
  If you have too much data, enter / exit. Otherwise, hit
  <RET> to continue on to greater glory with PC regression.


 Read commands from log file? Y/N           ==> y

 Enter your old log file name               ==> pcregOSX_log.txt
 Old log file opened: pcregOSX_log.txt                        

 Title: test                                              

 The predictor data:  Kauri_mod_200ptr.txt                    

 No casewise coordinates read in: 0

 Casewise dataset   1:

 Data title:
   Year  SsfStb                                                                  

   1 Variables and  147 cases read in

 Common period is 1857-2003   147 cases

 Autoregressive modeling of predictors:  See output for details

 Lag masks for the predictors:

          Lag Mask:                                                              
          54321012345                                                            
          -----0+++++                                                            
 Var All  00000100000

 Total number of new variables created:     1
 First year: 1857     Last year: 2003     N years:   147

 The predictand data:  Kaplan_DJF_act.txt                      

 No casewise coordinates read in: 0

 Casewise dataset   1:

 Data title:
  year   Nino34                                                                  

   1 Variables and  147 cases read in

 Common period is 1857-2003   147 cases

 Autoregressive modeling of predictands:  See output for details

 Predictors-Predictand common period: 1857 - 2003    147 years

 Calibration period: 1900-2003    104 years

 Predictand     1
    Predictor    1 pass:  r = 0.383*  t =  4.19  pct = 0.000  lag t 0 SsfStb        

    1 Predictors passed for predictand     1

 Only 1 predictor passed for predictand      1  --  no pca is performed

                        Regression Model Results

 Step  Eigen  Corr  t-stat   Prob   RSQ  Cum RSQ  Adj RSQ  Adj RE    AIC

   1     1   0.383   4.189*0.0001*0.147   0.147   0.138*   0.130   -12.39*

 Best order model using minimum AIC criterion:  1
 Percent variance explained:  14.68 %
 Full model f-ratio:   17.55   prob: .00010     1 and  102 df

 The verification period is: 1857 - 1899

 Verification will be performed on   1 calibrated models


 Calibration Period Results On Undifferenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.383 0.000  0.376 0.000  0.338 0.000   0.147   0.147   0.142   0.132    2.929 0.002

 Calibration Period Results On 1st-differenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.374 0.000  0.359 0.000  0.361 0.000   0.140   0.140   0.139   0.132    4.507 0.000

 Verification Period Results On Undifferenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.225 0.071  0.213 0.083  0.159 0.155   0.039  -0.042   0.044  -0.061    2.467 0.009

 Verification Period Results On 1st-differenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.415 0.003  0.408 0.004  0.390 0.005   0.169   0.169   0.174   0.148    2.875 0.003


 Final prewhitening of reconstructions prior to adding persistence:  See output for details


 *** Reconstructions With Autoregression Added In ***

 Calibration Period Results On Undifferenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.413 0.000  0.417 0.000  0.361 0.000   0.169   0.169   0.166   0.163    3.294 0.001

 Calibration Period Results On 1st-differenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.404 0.000  0.401 0.000  0.398 0.000   0.162   0.162   0.162   0.155    4.568 0.000

 Verification Period Results On Undifferenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.342 0.012  0.350 0.010  0.347 0.011   0.120   0.067   0.128   0.058    3.072 0.002

 Verification Period Results On 1st-differenced Data: see output if >20

        Pearson r     Robust r    Spearman r       RE and CE Statistics         Xprod Mean
      -----------  -----------  -----------  -------------------------------  ------------
 Var   Corr   Pct   Corr   Pct   Corr   Pct     RE      CE    MedRE   MedCE    tstat   Pct
   1  0.522 0.000  0.514 0.000  0.480 0.001   0.270   0.270   0.267   0.249    2.980 0.002


Finished with reddened pcregOSX reconstructions
